import osimport structimport pandas as pddef readTdxLdayFile(fname="C://TdxW_HuaTai//vipdoc//sh//lday//sh601628.day"): dataSet=[] with open(fname,'rb') as fl: buffer=fl.read() #读取数据到缓存 size=len(buffer) rowSize=32 #通信达day数据，每32个字节一组数据 code=os.path.basename(fname).replace('.day','') for i in range(0,size,rowSize): #步长为32遍历buffer row=list( struct.unpack('IIIIIfII',buffer[i:i+rowSize]) ) row[1]=row[1]/100 row[2]=row[2]/100 row[3]=row[3]/100 row[4]=row[4]/100 row.pop() #移除最后无意义字段 row.insert(0,code) dataSet.append(row) data=pd.DataFrame(data=dataSet,columns=['code','tradeDate','open','high','low','close','amount','vol']) print(data)readTdxLdayFile() 
